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Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
-21.98%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.88%
AUM
$12.3B
AUM Growth
-$21B
(-63%)
Cap. Flow
-$15.4B
Cap. Flow
% of AUM
-125.7%
Top 10 Holdings %
Top 10 Hldgs %
11.23%
Holding
4,183
New
588
Increased
822
Reduced
1,576
Closed
1,188
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$153M |
| 2 |
Target
TGT
|
+$106M |
| 3 |
Altria Group
MO
|
+$74.3M |
| 4 |
Coca-Cola
KO
|
+$70.3M |
| 5 |
Procter & Gamble
PG
|
+$62.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
eBay
EBAY
|
+$233M |
| 2 |
McDonald's
MCD
|
+$214M |
| 3 |
Autodesk
ADSK
|
+$196M |
| 4 |
Johnson & Johnson
JNJ
|
+$193M |
| 5 |
HP
HPQ
|
+$192M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 13.81% |
| 2 | Consumer Discretionary | 11.05% |
| 3 | Technology | 10.34% |
| 4 | Consumer Staples | 8.4% |
| 5 | Financials | 6.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
BFX
1726
DELISTED
BowFlex Inc.
BFX
| $673K | 0.01% |
257,971
-147,692
| -36% | -$404K |
|
1727
Globe Life
GL
$14.3B
| $672K | 0.01% |
+9,335
| New | +$880K |
|
|
SCHW
1728
PUT
Charles Schwab
SCHW
$187B
| $672K | 0.01% |
20,000
-6,700
| -25% | -$281K |
|
1729
Aegon
AEG
$14.1B
| $671K | 0.01% |
291,959
-246,667
| -46% | -$822K |
|
|
EA
1730
CALL
DELISTED
Electronic Arts
EA
| $671K | 0.01% |
6,700
-35,600
| -84% | -$3.75M |
|
1731
TriplePoint Venture Growth BDC
TPVG
$211M
| $671K | 0.01% |
+116,922
| New | +$1.38M |
|
1732
PUT
Simon Property Group
SPG
$72.3B
| $669K | 0.01% |
12,200
-2,900
| -19% | -$347K |
|
1733
CALL
Tencent Music
TME
$15.6B
| $669K | 0.01% |
+66,500
| New | +$819K |
|
1734
PUT
Coherent
COHR
$74.2B
| $667K | 0.01% |
23,400
-17,000
| -42% | -$552K |
|
1735
Capri Holdings
CPRI
$1.74B
| $667K | 0.01% |
61,771
+42,689
| +224% | +$1.12M |
|
1736
CALL
L3Harris
LHX
$53.4B
| $666K | 0.01% |
3,700
-18,800
| -84% | -$3.85M |
|
1737
PUT
Pultegroup
PHM
$25.3B
| $665K | 0.01% |
29,800
-15,500
| -34% | -$599K |
|
|
TUFN
1738
DELISTED
Tufin Software Technologies Ltd.
TUFN
| $664K | 0.01% |
+75,676
| New | +$945K |
|
|
1739
PUT
Tencent Music
TME
$15.6B
| $663K | 0.01% |
+65,900
| New | +$811K |
|
1740
Carriage Services
CSV
$569M
| $659K | 0.01% |
40,823
-55,764
| -58% | -$1.2M |
|
|
AHRT
1741
AH Realty Trust
AHRT
$517M
| $656K | 0.01% |
61,350
+12,735
| +26% | +$206K |
|
1742
Mettler-Toledo International
MTD
$28.6B
| $655K | 0.01% |
+949
| New | +$708K |
|
1743
CALL
Charter Communications
CHTR
$18.2B
| $654K | 0.01% |
1,500
-15,500
| -91% | -$7.58M |
|
1744
Suncor Energy
SU
$70.3B
| $654K | 0.01% |
41,361
-1,188,615
| -97% | -$31.2M |
|
1745
CALL
Snap-on
SNA
$21.5B
| $653K | 0.01% |
6,000
| – | – |
|
1746
PUT
NextEra Energy
NEE
$177B
| $650K | 0.01% |
10,800
-125,200
| -92% | -$7.87M |
|
1747
CALL
Eversource Energy
ES
$27.2B
| $649K | 0.01% |
8,300
-800
| -9% | -$70.2K |
|
1748
Magnite
MGNI
$3.55B
| $649K | 0.01% |
116,980
-99,266
| -46% | -$912K |
|
1749
Horizon Bancorp
HBNC
$1.04B
| $647K | 0.01% |
65,625
+17,873
| +37% | +$274K |
|
1750
PUT
Nexstar Media Group
NXST
$5.97B
| $647K | 0.01% |
11,200
-31,100
| -74% | -$3.29M |
|
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VAM
Two Sigma Investments's Q1 2020 Portfolio in Review
As of Q1 2020, Two Sigma Investments held 4,183 positions worth $12.3B, down 63% from $33.2B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Two Sigma Investments withdrew a net $15.4B in Q1 2020, closing 1,188 positions and reducing 1,576 holdings. Its most notable exit was Johnson & Johnson, an estimated $193M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 14% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Two Sigma Investments opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $148M.
- Two Sigma Investments's largest Q1 2020 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,200,000 shares worth $148M.
- Two Sigma Investments added most to Target in Q1 2020, an estimated $106M increase.
- Two Sigma Investments's biggest Q1 2020 reduction was eBay, cutting an estimated $233M.
- Two Sigma Investments fully exited Johnson & Johnson in Q1 2020, selling an estimated $193M.
- Two Sigma Investments's ten largest holdings make up 11% of its $12.3B portfolio in Q1 2020.
- Two Sigma Investments opened 588 new positions and closed 1,188 in Q1 2020.
- Two Sigma Investments's portfolio value fell 63% quarter-over-quarter to $12.3B.
Based on Two Sigma Investments's 13F filing for Q1 2020, filed 15 May 2020.